Commentary and Tracking of a Portfolio of Stocks using approach from "The Little Book that Beats the Market" by Joel Greenblatt aka Magic Formula Investing

Monday, December 09, 2013

Top 200 List December 6th 2013 over $300 Million

Top 200 List - December 2013
I have had a relaxing late fall weekend in New England. As my readers know, I like to replicate the official MFI site (Magic Formula Investing) every now and then. I add a few extra elements such as (1) country, (2) yahoo yield, (3) my calculated stats, (4) ranking and (5) 200 stocks.

I think my approach is pretty darned accurate. I use Compustat as well and formulas that were devised by a team on the Yahoo Groups board and detailed in my blog (MFI Diary: The Calculation). I also cross reference my list with the official top 50 and they are almost always within my top 100 (I have more on my list as I do not exclude some stocks the official site excludes, such as some stocks in other countries).

Be aware that this is all formula driven, the dividend yields should definitely be verified as they come from Yahoo Finance which is not always reliable. The main financials (from Compustat) have seemed very reliable to me.

Ticker

Rank

Stock
Price

Market Cap

Earnings Yield

ROIC

Dividend Yield

Country

PDLI

1

8.29

1,282

30%

828081%

7.4%

USA

AGX

2

25.15

361

24%

1399%

3.5%

USA

GAME

3

4.05

1,087

22%

757%

0.0%

China

MYGN

4

25.45

2,082

15%

495%

0.0%

USA

EBIX

5

13.96

537

13%

812%

0.6%

USA

QCOR

6

52.63

3,267

13%

1198%

1.8%

USA

TNH

7

155.25

2,872

19%

271%

9.2%

USA

CSCO

8

21.28

115,550

13%

359%

2.4%

USA

USMO

9

14.19

311

18%

202%

3.5%

USA

CYOU

10

29.83

1,592

29%

149%

0.0%

China

AVG

11

16.50

910

12%

682%

0.0%

Netherlands

WTW

12

33.32

1,883

11%

548%

1.6%

USA

LQDT

13

22.42

733

11%

712%

0.0%

USA

APOL

14

25.06

2,850

26%

127%

0.0%

USA

NTES

15

70.71

9,312

11%

532%

1.4%

China

PFMT

16

10.23

507

12%

212%

0.0%

USA

ESI

17

35.17

831

25%

118%

0.0%

USA

ATVI

18

17.20

19,505

11%

1130%

1.1%

USA

SAIC

19

34.43

1,687

17%

121%

0.8%

USA

BAH

20

17.51

2,600

13%

137%

8.0%

USA

USNA

21

75.82

1,091

12%

192%

0.0%

USA

RPXC

22

16.23

877

10%

1461%

0.0%

USA

RGR

23

71.77

1,432

12%

164%

2.9%

USA

BPI

24

18.13

1,023

16%

113%

0.0%

USA

DHX

25

7.07

421

11%

338%

0.0%

USA

SWHC

26

12.21

801

20%

98%

0.0%

USA

GME

27

45.08

5,324

12%

133%

2.4%

USA

MSFT

28

38.36

323,528

11%

265%

2.6%

USA

LO

29

50.80

18,886

10%

666%

4.4%

USA

STRA

30

35.15

371

23%

85%

0.0%

USA

DLX

31

51.68

2,630

10%

323%

2.0%

USA

GTIV

32

12.90

407

12%

119%

0.0%

USA

VCI

33

28.81

1,114

13%

101%

4.4%

USA

CRUS

34

20.32

1,344

21%

84%

0.0%

USA

IQNT

35

11.54

376

13%

100%

12.0%

USA

CTCM

36

12.63

1,972

12%

115%

5.1%

Russia

CHE

37

78.85

1,460

11%

189%

1.0%

USA

AAPL

38

560.02

509,132

10%

295%

2.1%

USA

LPS

39

34.96

3,006

10%

316%

1.2%

USA

UIS

40

30.00

1,314

12%

101%

0.0%

USA

NOC

41

110.26

25,646

11%

115%

2.2%

USA

COH

42

55.62

15,825

10%

152%

1.8%

USA

RTN

43

86.68

28,024

10%

156%

2.5%

USA

BKE

44

51.24

2,459

11%

106%

1.2%

USA

VGR

45

16.63

1,517

10%

302%

6.9%

USA

ORCL

46

35.48

165,834

9%

473%

1.2%

USA

HLF

47

72.86

7,853

10%

284%

1.6%

Cayman Islands

TARO

48

96.89

4,339

11%

123%

0.0%

Israel

VCLK

49

21.01

1,540

10%

150%

0.0%

USA

NTI

50

24.10

2,215

14%

78%

14.9%

USA

MANT

51

27.94

1,039

15%

75%

2.3%

USA

CACI

52

72.95

1,812

12%

89%

0.0%

USA

CA

53

32.85

14,783

9%

458%

3.1%

USA

MO

54

37.46

74,845

9%

395%

4.9%

USA

NTE

55

7.30

331

74%

66%

8.5%

China

EGL

56

31.70

563

15%

73%

0.0%

USA

SGU

57

5.43

322

17%

70%

6.0%

USA

GA

58

11.33

2,807

9%

375%

3.7%

China

XLS

59

17.36

3,347

15%

71%

2.4%

USA

NDZ

60

8.38

519

20%

65%

0.0%

Canada

KONG

61

7.89

339

9%

421%

0.0%

China

HRB

62

29.01

7,922

9%

266%

2.8%

USA

LDOS

63

41.57

3,544

15%

68%

8.9%

USA

FRAN

64

17.02

749

11%

92%

0.0%

USA

WNR

65

39.03

4,009

21%

64%

5.5%

USA

ETM

66

9.91

378

10%

103%

0.0%

USA

AZN

67

57.12

71,628

10%

116%

5.0%

United Kingdom

PRSC

68

27.34

384

10%

134%

0.0%

USA

RAI

69

51.26

27,919

9%

275%

3.7%

USA

HPQ

70

27.70

53,738

13%

71%

2.0%

USA

FLR

71

77.41

12,761

10%

114%

0.8%

USA

BLC

72

13.71

1,438

10%

108%

2.3%

USA

ALDW

73

15.00

938

22%

59%

18.4%

USA

GD

74

90.79

32,041

11%

81%

2.5%

USA

TZOO

75

20.94

322

9%

379%

0.0%

USA

HRS

76

66.42

7,127

11%

81%

2.4%

USA

SNDK

77

67.97

15,975

10%

103%

0.7%

USA

APEI

78

44.90

803

11%

84%

0.0%

USA

CF

79

233.09

13,403

17%

58%

0.9%

USA

UTHR

80

90.97

4,884

10%

100%

0.0%

USA

SYNA

81

49.26

1,725

10%

92%

0.0%

USA

GDOT

82

22.91

865

10%

101%

0.0%

USA

JOY

83

55.98

6,007

16%

55%

1.3%

USA

EXPR

84

19.57

1,656

14%

58%

0.0%

USA

LNN

85

77.31

1,001

13%

60%

0.6%

USA

DNB

86

119.44

4,646

8%

1264%

1.4%

USA

GPS

87

39.46

18,467

12%

63%

1.6%

USA

VG

88

3.34

725

9%

130%

0.0%

USA

NSR

89

49.32

3,231

8%

176%

0.0%

USA

STRZA

90

28.54

3,440

9%

109%

0.0%

USA

WSTC

91

23.70

2,015

9%

99%

2.9%

USA

TDC

92

41.88

6,969

8%

331%

0.0%

USA

DGX

93

59.99

9,054

9%

110%

2.0%

USA

GCI

94

25.55

5,990

12%

60%

2.4%

USA

SAVE

95

44.17

3,225

9%

151%

0.0%

USA

OSK

96

49.94

4,386

12%

62%

0.3%

USA

TEO

97

18.34

3,585

27%

48%

0.0%

Argentina

HHS

98

7.82

493

11%

70%

4.4%

USA

REV

99

25.00

1,309

9%

120%

0.0%

USA

ITRN

100

20.25

425

10%

80%

3.8%

Israel

DOX

101

40.53

6,620

9%

121%

1.3%

Channel Islands

LLY

102

50.63

54,896

11%

68%

3.9%

USA

HFC

103

46.91

9,359

22%

47%

6.2%

USA

MED

104

26.55

369

10%

73%

0.0%

USA

NSP

105

33.14

824

10%

78%

2.0%

USA

PBI

106

22.24

4,518

10%

83%

4.4%

USA

JCOM

107

46.02

2,130

8%

539%

2.1%

USA

CPLA

108

65.77

828

8%

142%

0.0%

USA

VIAB

109

82.20

39,308

8%

260%

1.4%

USA

LMT

110

138.19

45,257

9%

98%

3.5%

USA

IACI

111

56.26

4,842

8%

140%

1.7%

USA

SCSS

112

20.72

1,155

9%

85%

0.0%

USA

FF

113

15.85

688

15%

47%

4.4%

USA

STX

114

51.42

18,923

10%

70%

3.2%

Ireland

ACN

115

75.53

53,344

8%

487%

2.3%

Ireland

TWX

116

66.57

62,496

9%

111%

1.8%

USA

WDC

117

78.91

19,096

12%

54%

1.3%

USA

PM

118

85.83

138,530

8%

146%

4.1%

USA

CATO

119

32.34

930

13%

48%

7.3%

USA

REGI

120

11.26

383

54%

42%

0.0%

USA

IBM

121

177.67

195,224

9%

83%

2.1%

USA

LH

122

100.00

9,090

9%

91%

0.0%

USA

DPS

123

49.00

10,030

9%

94%

3.1%

USA

BR

124

38.59

4,750

8%

165%

2.0%

USA

SPRD

125

30.62

1,698

8%

110%

1.0%

China

BBBY

126

78.13

16,774

10%

59%

0.0%

USA

CO

127

4.10

299

20%

42%

0.0%

Hong Kong

IGT

128

17.87

4,730

9%

74%

1.9%

USA

CRWN

129

3.40

1,223

8%

121%

0.0%

USA

FL

130

39.21

5,862

13%

45%

2.0%

USA

OMC

131

71.30

18,531

8%

247%

2.1%

USA

SEM

132

8.61

1,178

11%

49%

3.5%

USA

NVDA

133

15.47

9,108

9%

84%

2.0%

USA

SPLS

134

15.96

10,454

13%

44%

3.0%

USA

ENDP

135

65.94

7,930

8%

145%

0.0%

USA

CROX

136

13.13

1,167

14%

41%

0.0%

USA

MD

137

112.06

5,669

7%

276%

0.0%

USA

BRCD

138

8.60

3,958

9%

71%

0.0%

USA

CODI

139

19.15

925

11%

51%

7.6%

USA

MDP

140

51.29

2,330

8%

108%

3.2%

USA

THO

141

56.29

3,000

9%

83%

6.0%

USA

SHOO

142

36.78

2,459

9%

81%

0.0%

USA

KFY

143

24.36

1,189

8%

89%

0.0%

USA

ROST

144

72.14

15,496

9%

71%

0.7%

USA

MHFI

145

74.73

20,835

7%

451%

1.5%

USA

CAH

146

63.93

21,992

9%

82%

1.8%

USA

IPG

147

16.88

7,193

8%

135%

1.8%

USA

ABBV

148

51.35

82,417

7%

237%

3.1%

USA

TRW

149

75.77

9,411

12%

43%

0.0%

USA

MCO

150

73.92

16,410

7%

420%

1.2%

USA

VMI

151

142.96

3,848

12%

40%

0.8%

USA

PBH

152

35.58

1,858

7%

262%

0.0%

USA

EMC

153

24.00

51,960

8%

119%

0.8%

USA

PRIS

154

1.91

482

8%

80%

0.0%

Spain

EXLS

155

26.10

886

8%

94%

0.0%

USA

CBZ

156

8.92

437

10%

57%

0.0%

USA

KLAC

157

62.65

10,571

8%

78%

2.8%

USA

VRA

158

23.20

942

11%

45%

0.0%

USA

IILG

159

28.50

1,653

7%

248%

1.5%

USA

NCI

160

19.07

968

9%

62%

0.0%

USA

CVRR

161

22.69

3,349

19%

36%

14.2%

USA

LEA

162

81.93

6,698

11%

41%

0.6%

USA

MDT

163

58.14

58,687

8%

74%

1.9%

USA

DTV

164

66.44

36,210

9%

58%

0.0%

USA

PLT

165

43.94

1,916

9%

58%

0.9%

USA

CSTM

166

21.00

2,185

13%

38%

0.0%

Netherlands

FORTY

167

22.93

325

12%

40%

1.6%

Israel

SCCO

168

25.01

21,057

12%

40%

2.7%

USA

DLB

169

36.07

3,714

8%

86%

11.3%

USA

NTGR

170

32.00

1,254

11%

40%

0.0%

USA

EVAC

171

10.18

1,154

10%

48%

0.0%

United Kingdom

ARDNA

172

126.20

388

9%

68%

0.8%

USA

CDW

173

22.59

3,768

8%

76%

0.2%

USA

FCN

174

46.00

1,798

9%

59%

0.0%

USA

CR

175

64.79

3,825

9%

56%

1.8%

USA

CSC

176

54.09

8,166

12%

38%

1.5%

USA

LHCG

177

24.03

413

10%

47%

0.0%

USA

NCMI

178

18.57

1,056

7%

336%

4.8%

USA

DVA

179

58.26

12,520

8%

73%

0.0%

USA

SYMC

180

22.78

16,105

8%

119%

2.0%

USA

YONG

181

6.36

322

55%

33%

0.0%

China

HSII

182

17.25

314

9%

58%

3.1%

USA

CSGS

183

28.97

946

8%

72%

1.6%

USA

EC

184

42.55

87,476

13%

37%

7.7%

Colombia

FFIV

185

83.59

6,576

7%

683%

0.0%

USA

LXK

186

35.51

2,273

14%

36%

3.4%

USA

SYNT

187

89.94

3,767

7%

128%

2.6%

USA

ICFI

188

33.67

679

9%

57%

0.0%

USA

MBT

189

20.25

20,139

12%

38%

4.8%

Russia

WINA

190

81.90

431

7%

314%

0.2%

USA

ENR

191

111.51

7,047

9%

54%

1.6%

USA

LLL

192

101.80

9,294

10%

43%

2.2%

USA

SYK

193

74.52

28,444

8%

75%

1.5%

USA

MLHR

194

29.95

1,777

8%

79%

1.7%

USA

BTI

195

104.93

100,838

7%

111%

4.0%

United Kingdom

NTL

196

22.74

2,424

29%

32%

0.0%

Argentina

VIV

197

19.14

14,201

17%

33%

7.7%

Brazil

FWLT

198

31.88

3,143

8%

79%

0.0%

Switzerland

JEC

199

58.48

7,720

9%

49%

0.0%

USA

RECN

200

13.71

546

9%

62%

1.9%

USA

Here is the Cross Reference List. I note that NATR and PETS are not on my list. They are both just a bit above the $300 million threshhold. It is clear I need to re-visit how I create my list of greater than $300m. Otherwise, looks very good!